+16.7%
STM vs KKR
+59.0%
-42.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | +12.0% | +1.6% | +10.4% | +11.2% |
| 30D | -0.4% | +14.5% | -14.9% | -6.4% |
| 3M | -13.2% | -15.0% | +1.8% | -7.4% |
| 6M | -26.1% | +1.0% | -27.1% | -27.6% |
| YTD | +81.2% | -22.6% | +103.8% | +99.6% |
| 1Y | +98.3% | -18.2% | +116.5% | +111.9% |
| 3Y | +16.7% | +56.4% | -39.7% | -15.1% |
| All | +16.7% | +59.0% | -42.3% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KKR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling